An Empirical Study on Value-at-Risk and Backtesting VaR Models
In a risky financial environment, investors gradually realise the danger of potential risk and the importance of risk management. The theory of Value-at-Risk (VaR) has become popular along with the establishment of risk management system in the field of finance. This paper will start with introducin...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2014
|
| Online Access: | https://eprints.nottingham.ac.uk/27047/ |